-67.9%
CLSK vs SM
+5.5%
-73.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +8.0% | +9.4% | -1.4% | +4.2% |
| 30D | -27.9% | -14.4% | -13.5% | -23.8% |
| 3M | -42.3% | +1.6% | -43.8% | -43.4% |
| 6M | -50.0% | +6.3% | -56.3% | -53.3% |
| YTD | -34.3% | +78.8% | -113.1% | -53.9% |
| 1Y | -44.5% | +83.1% | -127.6% | -61.6% |
| 3Y | +74.5% | -5.9% | +80.4% | +56.4% |
| All | -67.9% | +5.5% | -73.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling